Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 95 | — |
| Standard deviation | 16.15 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -3.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 92 | — |
| Standard deviation | 17.34 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 93 | — |
| Standard deviation | 17.98 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.17 | — |
| Median market vapitalization | 55.16K | — |
| 3-year earnings growth | 14.58 | — |